Lost will always sit as my all time favourite. Probably a lot due to it being the first series I every properly watched.
That being said, Prison Break season 1 is the best season of anything I've watched.
Lost was great, filled with mystery and kept me guessing. By the last season I remember being on forums reading all the theories, and got up at 2 or 3am to watch the final episodes as they first aired.
I've on a few occasions, tried to watch it again but tend to get to about season 2 or 3 and give up. Done this a few times
It's not that I didn't enjoy it anymore, just so many episodes and their are the odd one that could easily have been skipped.
As for the ending, I can't remember my theory exactly, but I do believe they existed on the island the whole time and didn't mind the ending at all.
I completed the game on the xbox. That was fecking awful!